Recent content by johnnytzf

  1. J

    Is X1 Given S=s a Binomial Distribution in Poisson Variables?

    let X1 and X2 be independent Poisson variables with respective parameters μ1 and μ2. Let S = X1 + X2. Is X1 given S=s a binomial dsitribution? What is the parameters? I just can show that S is a Poisson with mean μ1 + μ2. But I am not confirm X1 given S is a binomial or not? Someone please...
  2. J

    Deriving Covariance between S and N: E(SN) - ìXìN

    consider the following model for aggregate claim amounts S: S=X1+X2+...+XN where the Xi are independent, identically distributed random variables representing individual claim amounts and N is a random variable,independent of the Xi and representing the number of claims.let X has ìx and...
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